212 citations · 625 across the 54 of their papers we have counts for
10 papers · 1 filter
Entropy dissipation via Information Gamma calculus: Non-reversible stochastic differential equations
Qi Feng, Wuchen Li
We formulate explicit bounds to guarantee the exponential dissipation for some non-gradient stochastic differential equations towards their invariant distributions. Our method exte…
Quantum statistical learning via Quantum Wasserstein natural gradient
Simon Becker, Wuchen Li
In this article, we introduce a new approach towards the statistical learning problem to approximate a targ…
A mean field game inverse problem
Lisang Ding, Wuchen Li, Stanley Osher +1
Mean-field games arise in various fields including economics, engineering, and machine learning. They study strategic decision making in large populations where the individuals int…
Controlling Propagation of epidemics via mean-field control
Wonjun Lee, Siting Liu, Hamidou Tembine +2
The coronavirus disease 2019 (COVID-19) pandemic is changing and impacting lives on a global scale. In this paper, we introduce a mean-field game model in controlling the propagati…
Computational methods for nonlocal mean field games with applications
Siting Liu, Matthew Jacobs, Wuchen Li +2
We introduce a novel framework to model and solve mean-field game systems with nonlocal interactions. Our approach relies on kernel-based representations of mean-field interactions…
Sub-Riemannian Ricci curvature via generalized Gamma calculus
Qi Feng, Wuchen Li
We derive sub-Riemannian Ricci curvature tensor for sub-Riemannian manifolds. We provide examples including the Heisenberg group, displacement group, and Martinet sub-Riemannian st…
Hessian metric via transport information geometry
Wuchen Li
We propose to study the Hessian metric of a functional on the space of probability measures endowed with the Wasserstein -metric. We name it transport Hessian metric, which cont…
Neural Parametric Fokker-Planck Equations
Shu Liu, Wuchen Li, Hongyuan Zha +1
In this paper, we develop and analyze numerical methods for high dimensional Fokker-Planck equations by leveraging generative models from deep learning. Our starting point is a for…
Generalized Unnormalized Optimal Transport and its fast algorithms
Wonjun Lee, Rongjie Lai, Wuchen Li +1
We introduce fast algorithms for generalized unnormalized optimal transport. To handle densities with different total mass, we consider a dynamic model, which mixes the optim…
Information Newton's flow: second-order optimization method in probability space
Yifei Wang, Wuchen Li
We introduce a framework for Newton's flows in probability space with information metrics, named information Newton's flows. Here two information metrics are considered, including…